+209.8%
MGY vs RIO
+388.6%
-178.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +2.0% |
| 7D | +1.8% | -3.4% | +5.2% | +3.7% |
| 30D | +6.5% | +0.6% | +5.9% | +5.9% |
| 3M | +0.3% | +2.5% | -2.2% | -2.0% |
| 6M | -2.4% | +10.8% | -13.2% | -11.1% |
| YTD | +29.0% | +30.5% | -1.5% | +5.2% |
| 1Y | +17.0% | +68.1% | -51.1% | -19.0% |
| 3Y | +26.2% | +94.0% | -67.9% | -22.6% |
| 5Y | +92.3% | +92.0% | +0.3% | +14.9% |
| All | +209.8% | +388.6% | -178.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling